Share price$11.58
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:31:21.180Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T23:00:00.003001846Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.54 | 167.7% | 73.0% | 9.43 | 102.6% | 22.1% |
| 25Δ | 16.32 | 124.7% | 45.0% | 10.18 | 78.6% | 15.9% |
| 30Δ | 14.43 | 91.0% | 28.4% | 10.47 | 76.0% | 14.3% |
| 35Δ | 12.55 | 57.2% | 11.8% | 10.77 | 73.3% | 12.7% |
| 40Δ | 12.25 | 56.4% | 10.4% | 11.06 | 70.7% | 11.1% |
| 45Δ | 12.00 | 56.5% | 9.5% | 11.36 | 68.1% | 9.5% |
| 50Δ | 11.75 | 56.6% | 8.5% | 11.65 | 65.5% | 7.9% |
| 55Δ | 11.49 | 56.7% | 7.5% | 11.95 | 62.8% | 6.3% |
| 60Δ | 11.24 | 56.7% | 6.5% | 12.24 | 60.2% | 4.7% |
| 65Δ | 10.98 | 56.8% | 5.5% | 12.82 | 61.7% | 3.3% |
| 70Δ | 10.73 | 56.9% | 4.5% | 15.20 | 90.4% | 3.0% |
| 75Δ | 10.48 | 57.0% | 3.5% | 17.59 | 119.0% | 2.8% |
| 80Δ | 10.22 | 57.1% | 2.6% | 19.98 | 147.7% | 2.6% |
No recorded observations